The Laplace Transform

Dr. T. Phaneendra

Professor of Mathematics,
School of Advanced Sciences
VIT-Vellore-632 014 (TN)
E-mail:phaneendra.t@vit.ac.in

February 11, 2019

Table of contents

1 Definition
2 Laplace Transforms of Elementary Functions
3 Linearity Property
4 Multiplication and Division by t
5 First Shifting Principle
6 Laplace Transform of Discontinuous Functions
7 Heaviside Unit Step Function
8 Second Shifting Property
9 Periodic Functions

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 4 February 11, 2019 2 / 24

 Definition

What do you mean by the Laplace Transform?

Let f ∶ [0, ∞) → ℝ. The Laplace transform of f (t) is given by
∞

L {f (t)} = ∫ e−st f (t)dt = F(s),

̂ (1.1)
0

where s is a parameter (real or complex).

For the improper integral (1.1) to have finite value, s > 0 if s is real, or
the real part of s must be positive if s is complex

1 The Laplace transform converts a function of t to a function of s

2 L {f (t)} exists, provided f (t) is piecewise continuous over every finite interval, and is
of exponential order as t → ∞, that is limt→∞ f (t)e−kt = 0 for some k > 0
3 f (t) is piecewise continuous on (0, ∞), and is of exponential order as t → ∞, with
L {f (t)} = F(s)
̂ then lims→∞ F(s)
̂ =0

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 4 February 11, 2019 3 / 24

 Laplace Transforms of Elementary Functions

Laplace Transform of eat where a ∈ ℝ

The Laplace transform of eat is given by

∞ ∞
{ }
L e at at
= ∫ e .e dt = ∫ e−(s−a)t dt =
−st 1
s−a ,
0 0

provided s > a

1
1 For s > a, e−(s−a)t → 0 as t → ∞ so that the integral converges to s−a
∞
2 L {1} = ∫ 1.e−st dt = 1
s
0
2
3 Does f (t) = et has the exponential order?

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 Laplace Transforms of Elementary Functions

The Laplace Transform of Power Function

Let p be a real number with p > −1, and s > 0. Then
∞
{ } Γ(p + 1)
L t p = ∫ t p .e−st dt =
sp+1
0

In particular, if p is a positive integer, then Γ(n + 1) = n! for n = 1, 2, 3, .....

Therefore,
∞
n!
L {t } = ∫ t n e−st dt =
n
for n = 1, 2, 3, ...
sn+1
0

∞
√
1 The gamma function is defined by Γ(r) = ∫ t r−1 .e−t dt for r > 0, Γ(1/2) = 𝜋
0
2 Can you give a discontinuous function for which the Laplace transform exists?

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 4 February 11, 2019 5 / 24

 Laplace Transforms of Elementary Functions

The Laplace Transform of Ramp Function f (t) = t

∞
| { e−st } { −st }|∞
e 1
| |
L {t} = ∫ te dt = |(t) −
−st
− (1) 2
| = 2
|
| s s |t=0 s
|
0

1 What is the Matlab command to find L {t}?

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 Laplace Transforms of Elementary Functions

The Laplace Transform of Higher powers of t

∞
1 L {t} = ∫ te−st dt = 1
s2
0
{ 2 } ∞ 2 −st
2 L t = ∫ t e dt = 2
s3
0
{ } ∞ √
3 L t 1/2 = ∫ t 1/2 e−st dt = Γ(3/2)
s3/2
= 𝜋
2s3/2
0
{ } ∞ 3 √
4 L t 3/2 = ∫ t 3/2 e−st dt = Γ(5/2)
= 2 ⋅Γ(3/2) = 3 𝜋
s5/2 s5/2 4s5/2
0

√
1 Γ(p + 1) = pΓ(p): Γ ( 32 ) = 1
2
⋅ Γ ( 12 ) = 𝜋/2

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 Laplace Transforms of Elementary Functions

Laplace Transform of sin at and cos at

The Laplace transforms of sin at and cos at are given by

∞
a
L {sin at} = ∫ (sin at)e−st dt =
s 2 + a2
0
∞
s
L {cos at} = ∫ (cos at)e−st dt =
s2 + a2
0

∞
A ∞
B
1 ∫ (sin At)eBt dt = ,
2 + B2 ∫
(cos At)eBt dt = 2
0 A 0 A + B2
2 What is the choice of s?

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 4 February 11, 2019 8 / 24

 Linearity Property

Linearity or Superposition of L

Let L {f (t)} = F(S),

̂ L {g(t)} = G(S).
̂ If a and b are real numbers, not both
zero, then

L {af (t) + bg(t)} = aF(s)

̂ + bG(s).
̂ (3.1)

That is, the Laplace transform of linear combination of f (t) and g(t) equals
the linear combination of their transforms F(s)
̂ and G(s)
̂

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 4 February 11, 2019 9 / 24

 Linearity Property

Laplace Transform of sinh at and cosh at

As an immediate consequence of the linearity of the operator L , the

Laplace transforms of sinh at and cosh at are given by
{ }
eat − e−at
1 { at } { } 1 1 1 a
L {sinh at} = L [L e − L e−at ] =
= − = ,
22 2 [ s − a s + a ] s 2 − a2
{ at }
e + e−at 1 { } { } 1 1 1 s
L {cosh at} = L = [L eat + L e−at ] = + =
2 2 2 [ s − a s + a ] s 2 − a2

e𝜃 − e−𝜃 e𝜃 + e−𝜃
1 sinh 𝜃 = , cosh 𝜃 =
2 2
2 What is the choice of s in these formulae?

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 4 February 11, 2019 10 / 24

 Multiplication and Division by t

Laplace Transform of, f (t) Multiplied by t

Let L {f (t)} = F(s).

̂ Then

d F̂
L {tf (t)} = − (4.1)
ds

The Laplace transform of t times f (t), is the negative of the derivative of

Laplace transform
In general,

d n F̂
L {t n f (t)} = (−1)n , for n ≥ 1 (4.2)
dsn

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 4 February 11, 2019 11 / 24

 Multiplication and Division by t

Multiplication by t

Example 4.1

{ at } d { } d 1 1
(a) L te = − (L eat ) = − =
ds ds ( s − a ) (s − a)2
d d a 2as
(b) L {t sin at} = − (L {sin at}) = − ( 2 =
ds ds s + a2 ) (s2 + a2 )2
d d s s 2 − a2
(c) L {t cos at} = − (L {cos at}) = − ( 2 =
ds ds s + a2 ) (s2 + a2 )2
a a(s2 − a2 ) 2as2
(d) L {sin at + at cos at} = 2 + =
s + a2 (s2 + a2 )2 (s2 + a2 )2
a a(s2 − a2 ) 2a3
(e) L {sin at − at cos at} = 2 2
− 2 2 2
= 2
s +a (s + a ) (s + a2 )2

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 4 February 11, 2019 12 / 24

 Multiplication and Division by t

Laplace Transform of, f (t) divided by t

Let L {f (t)} = F(s).

̂ Then
{ }
f (t) ∞
L =∫ F(u)du
̂ (4.3)
t u=s

The Laplace transform of f (t) divided by t, is the integral of Laplace

transform from s to ∞

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 First Shifting Principle

First Shifting or Frequency Shifting

Let L {f (t)} = F(s).

̂ Then
{ at }
L e f (t) = F(s
̂ − a), s > a. (5.1)

The Laplace transform of eat times f (t) is the Laplace transform, shifted
a units to the right

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 First Shifting Principle

First Shifting

Example 5.1

{ } |1| 1
(a) L eat t
= |L {t}|s→s−a = || 2 || =
| s |s→s−a (s − a)2
{ at } | b | b
(b) L e sin bt = |L {sin bt}|s→s−a = || 2 |
| =
| s + b2 |s→s−a (s − a)2 + b2
{ at } | s | s−a
(c) L e cos bt = |L {cos bt}|s→s−a = || 2 |
| =
| s + b2 |s→s−a (s − a)2 + b2
{ at } | b | b
(d) L e sin bt = |L {sin bt}|s→s−a = || 2 |
| =
| s + b2 |s→s−a (s − a)2 + b2
{ at } | b | b
(e) L e sin bt = |L {sin bt}|s→s−a = || 2 |
| =
| s + b2 |s→s−a (s − a)2 + b2

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 4 February 11, 2019 15 / 24

 Laplace Transform of Discontinuous Functions

Well-known Discontinuous Functions

Mathematical models of mechanical or electrical systems often involve

functions with discontinuities corresponding to external forces that are
turned abruptly on or off.
Such discontinuous functions are
1 Heaviside Unit Step Function
2 Dirac Delta Function

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 Heaviside Unit Step Function

Heaviside Unit Step Function and its Transform

The Heaviside Unit Step Function with parameter a ≥ 0, is defined by
{
0, if t < a
Ha (t) = (7.1)
1, if t ≥ a.

∞ ∞
| e−st |∞ e−as
L {Ha (t)} = ∫ Ha (t)e dt = ∫ e dt = ||−
−st | =
|
−st
, s>0 (7.2)
| s |a s
0 a

Ha (t) has a finite discontinuity at t = a with jump Ha (a + 0) − Ha (a − 0) = 1

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 Second Shifting Property

Shifted Function

Let f (t) be a real valued function defined on [0, ∞). Then

{
0, if t < a
Ga (t) = f (t − a)Ha (t) = (8.1)
f (t − a), if t ≥ a,

represents f (t), shifted by a units to the right.

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 4 February 11, 2019 18 / 24

 Second Shifting Property

Second Shifting or Time Shifting

̂ = L {f (t)}, and a > 0. Then the Laplace transform of, f (t) shifted by a
If F(s)
units to the right, is given by

L {Ga (t)} = L {f (t − a)Ha (t)} = e−as F(s)

̂ = e−as L {f (t)}. (8.2)

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 4 February 11, 2019 19 / 24

 Second Shifting Property

Second Shifting or Time Shifting

Example 1
Find the Laplace transform of
{
−1, if t < 3
f (t) =
5, if t ≥ 3,

We write f (t) in terms of Ha (t) as follows:

{ {
−1 + 0, if t < 3 0, if t < 3
f (t) = = −1 + = −1 + 6 ⋅ H3 (t)
−1 + 6, if t ≥ 3 6, if t ≥ 3
Hence, by the linearity and second shifting properties, we have
L {f (t)} = −L {1} + 6 ⋅ L {H3 (t)} = −L {1} + 6e−3s L {1}
6e−3s − 1
= (6e−3s − 1)L {1} = −
s
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 Second Shifting Property

Second Shifting or Time Shifting

Example 2
Find the Laplace transform of the rectangular pulse function
{
k, if 𝛼 < t < 𝛽
f (t) =
0, elsewhere.

We write f (t) in terms of Ha (t) as follows:

{ { {
1, if 𝛼 < t < 𝛽 0, if t < 𝛼 0, if t < 𝛽
f (t) = k =k −
0, elsewhere. [ 1, if t ≥ 𝛼 1, if t ≥ 𝛽 ]
= k[H𝛼 (t) − H𝛽 (t)]

Hence, by the linearity, we have

{ } k(e−𝛼s −e−𝛽s )
L {f (t)} = k [L {H𝛼 (t)} − L H𝛽 (t) ] = s

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 Second Shifting Property

𝜖-Impulse Function and its Transform

Let a ≥ 0. Given 𝜖 > 0, we define the 𝜖-impulse function by

{
1
, if a ≤ t < a + 𝜖
I𝜖 (t) = 𝜖
0, elsewhere.

Then
∞ a+𝜖
| e−st |a+𝜖
L {I𝜖 (t)} = ∫ I𝜖 (t)e dt = ∫ −st 1
𝜖 ⋅ e−st dt = 1
𝜖 |− s | = e−as
s ⋅ 1−e−s𝜖
𝜖
| |a
0 a

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 Second Shifting Property

Dirac Delta Function and its Transform

Let a ≥ 0. The limit of I𝜖 (t) as 𝜖 → 0 is called the Dirac Delta function Da (t).
Then
{ }
L {Da (t)} = L lim I𝜖 (t)
𝜖→0
= lim L {I𝜖 (t)}
𝜖→0
e−as 1−e−s𝜖
= lim ⋅ 𝜖
𝜖→0 s
e−as −as
= s ⋅s =e

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 Periodic Functions

Laplace Transform of Periodic Functions

Let f (t) be a periodic function with period T > 0. Then its graph is repeated
in regular intervals of length T .
The Laplace transform of f is given by Then
T
1
L {f (t)} = f (t)e−st dt
1 − e−sT ∫
0

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